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Econometric analysis of realized covariation : high frequency based covariance, regression, and correlation in financial economics
Barndorff-Nielsen, Ole E.; Shephard, Neil G. - In: Econometrica : journal of the Econometric Society, an … 72 (2004) 3, pp. 885-925
Persistent link: https://www.econbiz.de/10002095843
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Eigenvalue ratio test for the number of factors
Ahn, Seung Chan; Horenstein, Alex R. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 3, pp. 1203-1227
Persistent link: https://www.econbiz.de/10009763126
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Risk of Bayesian infernece in misspecified models, and the sandwich covariance matrix
Müller, Ulrich K. - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 5, pp. 1805-1849
Persistent link: https://www.econbiz.de/10010230633
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Consistency of Kernel estimators of heteroscedastic and autocorrelated covariance matrices
Jong, Robert M. de; Davidson, James - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 2, pp. 407-423
Persistent link: https://www.econbiz.de/10001466211
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Asymptotic variance of semiparametric estimators with generated regressors
Hahn, Jinyong; Ridder, Geert - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 1, pp. 315-340
Persistent link: https://www.econbiz.de/10009719102
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Consistent moment selection procedures for generalized method of moments estimation
Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 3, pp. 543-564
Persistent link: https://www.econbiz.de/10001378219
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Power of tests in binary response models : comment
Geweke, John - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 2, pp. 423-425
Persistent link: https://www.econbiz.de/10001394072
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Poverty orderings
Foster, James E. - In: Econometrica : journal of the Econometric Society, an … 56 (1988) 1, pp. 173-177
Persistent link: https://www.econbiz.de/10001037275
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The power of nonparametric tests of preference maximization
Bronars, Stephen G. - In: Econometrica : journal of the Econometric Society, an … 55 (1987) 3, pp. 693-698
Persistent link: https://www.econbiz.de/10001029370
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Equivalence between out-of-sample forecast comparisons and Wald statistics
Hansen, Peter Reinhard; Timmermann, Allan - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2485-2505
Persistent link: https://www.econbiz.de/10011431548